On asymptotics of eigenvectors of large sample covariance matrix

Annals of Probability

Volumn 35, Issue 4, 2007, Pages 1532-1572

  Bai, Z D ^a   Miao, B Q ^b   Pan, G M ^b  

^a NORTHEAST NORMAL UNIVERSITY   (China)

^b UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA   (China)

Author keywords

Asymptotic distribution; CDMA; Central limit theorems; Eigenvectors and eigenvalues; Empirical spectral distribution function; Haar distribution; MIMO; Random matrix theory; Sample covariance matrix; SIR; Stieltjes transform; Strong convergence

Indexed keywords

EID: 51549106256     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117906000001079     Document Type: Article

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